curvestate.hpp File Reference

#include <oh/libraryobject.hpp>
#include <ql/types.hpp>

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Classes
class	QuantLibAddin::CMSwapCurveState
class	QuantLibAddin::CoterminalSwapCurveState
class	QuantLibAddin::LMMCurveState

Namespaces
	QuantLib
	QuantLibAddin

Functions
	QuantLibAddin::OH_LIB_CLASS (CurveState, QuantLib::CurveState)
std::vector< QuantLib::Rate >	QuantLibAddin::qlForwardsFromDiscountRatios (const QuantLib::Size firstValidIndex, const std::vector< QuantLib::DiscountFactor > &ds, const std::vector< QuantLib::Time > &taus)
std::vector< QuantLib::Rate >	QuantLibAddin::qlCoterminalSwapRatesFromDiscountRatios (const QuantLib::Size firstValidIndex, const std::vector< QuantLib::DiscountFactor > &ds, const std::vector< QuantLib::Time > &taus)
std::vector< QuantLib::Real >	QuantLibAddin::qlCoterminalSwapAnnuitiesFromDiscountRatios (const QuantLib::Size firstValidIndex, const std::vector< QuantLib::DiscountFactor > &ds, const std::vector< QuantLib::Time > &taus)
std::vector< QuantLib::Rate >	QuantLibAddin::qlConstantMaturitySwapRatesFromDiscountRatios (const QuantLib::Size spanningForwards, const QuantLib::Size firstValidIndex, const std::vector< QuantLib::DiscountFactor > &ds, const std::vector< QuantLib::Time > &taus)
std::vector< QuantLib::Real >	QuantLibAddin::qlConstantMaturitySwapAnnuitiesFromDiscountRatios (const QuantLib::Size spanningForwards, const QuantLib::Size firstValidIndex, const std::vector< QuantLib::DiscountFactor > &ds, const std::vector< QuantLib::Time > &taus)